+35.4%
BX vs B
+163.8%
-128.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +0.6% | -7.3% | +7.9% | +1.9% |
| 30D | +14.2% | -3.3% | +17.6% | +14.7% |
| 3M | -18.7% | -7.8% | -11.0% | -17.8% |
| 6M | +2.5% | -15.5% | +18.0% | +4.6% |
| YTD | -18.8% | -12.3% | -6.6% | -18.2% |
| 1Y | -10.3% | +5.4% | -15.7% | -12.4% |
| 3Y | +35.4% | +165.5% | -130.1% | +4.6% |
| All | +35.4% | +163.8% | -128.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded B wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling